Workshop on Big Data in Commercial and Retail Banking
Description
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Schedule
08:45 |
Day 1, Part I
Cristián Bravo, University of Southampton |
11:00 |
Day 1, Part II
Cristián Bravo, University of Southampton |
13:50 |
Day 1, Part III
Cristián Bravo, University of Southampton |
16:00 |
Day 1, Part IV
Cristián Bravo, University of Southampton |
08:30 |
Day 2, Part I
Cristián Bravo, University of Southampton |
11:00 |
Day 2, Part II
Cristián Bravo, University of Southampton |
13:50 |
State-Dependent Correlations and PD-LGD Correlation - Modeling and Computation
Adam Metzler, Wilfrid Laurier University |